V Daena Digital BACKTESTER
TICKER: SPY ASK THE CHAT

The rule

SPY 5 minute bars: buy a break above the high of the first 30 minutes; exit near the close. Orders fill at the next open.

ENTER WHEN
Break above the high of the first 30 minutes
EXIT WHEN
Near the close of the session
FIRST TRADE, FROM THE REPORT

Loading the first trade...

Did it beat SPY?

Loading statistics...

How it did over time

Strategy in orange-red. SPY buy and hold in light.

Loading equity...

The same result in an AI chat

This is how the result looks when an AI agent such as Claude or ChatGPT runs it. It uses the same engine report.

Strategy equity in orange-red, SPY in light. Historical test only.

Every trade

103 trades and 206 fills, straight from the engine report. Each fill shows the day the signal fired, the day it filled, and why. This run used 0 bps fees and 0 bps slippage on each fill, except when a modeled option expires. A basis point (bps) is one hundredth of one percent.

Every fill in this backtest, in time order
Signal dateFill dateTickerSidePriceReason
2024-01-02T20:50:00Z2024-01-02T20:55:00ZSPYBuy$471.94entry
2024-01-02T20:55:00Z2024-01-03T14:30:00ZSPYSell$470.46exit
2024-01-03T15:00:00Z2024-01-03T15:05:00ZSPYBuy$470.68entry
2024-01-03T19:50:00Z2024-01-03T19:55:00ZSPYSell$470.41exit
2024-01-04T15:00:00Z2024-01-04T15:05:00ZSPYBuy$469.71entry
2024-01-04T19:50:00Z2024-01-04T19:55:00ZSPYSell$468.82exit
2024-01-05T15:00:00Z2024-01-05T15:05:00ZSPYBuy$469.76entry
2024-01-05T19:50:00Z2024-01-05T19:55:00ZSPYSell$466.88exit
2024-01-08T15:00:00Z2024-01-08T15:05:00ZSPYBuy$469.89entry
2024-01-08T19:50:00Z2024-01-08T19:55:00ZSPYSell$473.52exit
2024-01-09T15:05:00Z2024-01-09T15:10:00ZSPYBuy$472.32entry
2024-01-09T19:50:00Z2024-01-09T19:55:00ZSPYSell$473.73exit
2024-01-10T18:00:00Z2024-01-10T18:05:00ZSPYBuy$475.80entry
2024-01-10T19:50:00Z2024-01-10T19:55:00ZSPYSell$477.13exit
2024-01-16T15:20:00Z2024-01-16T15:25:00ZSPYBuy$476.15entry
2024-01-16T19:50:00Z2024-01-16T19:55:00ZSPYSell$474.21exit
2024-01-17T15:10:00Z2024-01-17T15:15:00ZSPYBuy$472.11entry
2024-01-17T19:50:00Z2024-01-17T19:55:00ZSPYSell$471.51exit
2024-01-17T20:50:00Z2024-01-17T20:55:00ZSPYBuy$472.31entry
2024-01-17T20:55:00Z2024-01-18T14:30:00ZSPYSell$474.02exit
2024-01-18T15:35:00Z2024-01-18T15:40:00ZSPYBuy$474.62entry
2024-01-18T19:50:00Z2024-01-18T19:55:00ZSPYSell$475.72exit
2024-01-19T15:25:00Z2024-01-19T15:30:00ZSPYBuy$477.88entry
2024-01-19T19:50:00Z2024-01-19T19:55:00ZSPYSell$481.97exit
2024-01-23T20:05:00Z2024-01-23T20:10:00ZSPYBuy$484.45entry
2024-01-23T20:50:00Z2024-01-23T20:55:00ZSPYSell$484.88exit
2024-01-24T15:35:00Z2024-01-24T15:40:00ZSPYBuy$487.95entry
2024-01-24T19:50:00Z2024-01-24T19:55:00ZSPYSell$486.88exit
2024-01-25T15:20:00Z2024-01-25T15:25:00ZSPYBuy$488.12entry
2024-01-25T19:50:00Z2024-01-25T19:55:00ZSPYSell$486.38exit
2024-01-25T20:55:00Z2024-01-26T14:30:00ZSPYBuy$487.52entry
2024-01-26T19:50:00Z2024-01-26T19:55:00ZSPYSell$487.87exit
2024-01-29T15:15:00Z2024-01-29T15:20:00ZSPYBuy$488.23entry
2024-01-29T19:50:00Z2024-01-29T19:55:00ZSPYSell$488.85exit
2024-01-30T16:45:00Z2024-01-30T16:50:00ZSPYBuy$491.38entry
2024-01-30T19:50:00Z2024-01-30T19:55:00ZSPYSell$491.38exit
2024-01-30T20:25:00Z2024-01-30T20:30:00ZSPYBuy$491.38entry
2024-01-30T20:50:00Z2024-01-30T20:55:00ZSPYSell$490.87exit
2024-02-01T15:05:00Z2024-02-01T15:10:00ZSPYBuy$485.92entry
2024-02-01T19:50:00Z2024-02-01T19:55:00ZSPYSell$488.18exit
Show all 206 fills
More fills in this backtest
Signal dateFill dateTickerSidePriceReason
2024-02-02T15:20:00Z2024-02-02T15:25:00ZSPYBuy$491.24entry
2024-02-02T19:50:00Z2024-02-02T19:55:00ZSPYSell$495.45exit
2024-02-05T19:30:00Z2024-02-05T19:35:00ZSPYBuy$493.81entry
2024-02-05T19:50:00Z2024-02-05T19:55:00ZSPYSell$494.01exit
2024-02-05T20:30:00Z2024-02-05T20:35:00ZSPYBuy$493.87entry
2024-02-05T20:50:00Z2024-02-05T20:55:00ZSPYSell$493.31exit
2024-02-07T15:10:00Z2024-02-07T15:15:00ZSPYBuy$496.82entry
2024-02-07T19:50:00Z2024-02-07T19:55:00ZSPYSell$498.26exit
2024-02-08T20:15:00Z2024-02-08T20:20:00ZSPYBuy$498.38entry
2024-02-08T20:50:00Z2024-02-08T20:55:00ZSPYSell$497.94exit
2024-02-08T20:55:00Z2024-02-09T14:30:00ZSPYBuy$498.84entry
2024-02-09T19:50:00Z2024-02-09T19:55:00ZSPYSell$501.39exit
2024-02-12T15:30:00Z2024-02-12T15:35:00ZSPYBuy$501.50entry
2024-02-12T19:50:00Z2024-02-12T19:55:00ZSPYSell$500.63exit
2024-02-13T16:05:00Z2024-02-13T16:10:00ZSPYBuy$495.44entry
2024-02-13T19:50:00Z2024-02-13T19:55:00ZSPYSell$491.29exit
2024-02-14T15:15:00Z2024-02-14T15:20:00ZSPYBuy$497.38entry
2024-02-14T19:50:00Z2024-02-14T19:55:00ZSPYSell$496.71exit
2024-02-14T20:05:00Z2024-02-14T20:10:00ZSPYBuy$497.29entry
2024-02-14T20:50:00Z2024-02-14T20:55:00ZSPYSell$498.31exit
2024-02-15T15:20:00Z2024-02-15T15:25:00ZSPYBuy$500.48entry
2024-02-15T19:50:00Z2024-02-15T19:55:00ZSPYSell$502.04exit
2024-02-16T16:20:00Z2024-02-16T16:25:00ZSPYBuy$501.99entry
2024-02-16T19:50:00Z2024-02-16T19:55:00ZSPYSell$500.23exit
2024-02-21T15:00:00Z2024-02-21T15:05:00ZSPYBuy$495.98entry
2024-02-21T19:50:00Z2024-02-21T19:55:00ZSPYSell$494.44exit
2024-02-21T20:35:00Z2024-02-21T20:40:00ZSPYBuy$495.90entry
2024-02-21T20:50:00Z2024-02-21T20:55:00ZSPYSell$496.84exit
2024-02-22T15:30:00Z2024-02-22T15:35:00ZSPYBuy$505.62entry
2024-02-22T19:50:00Z2024-02-22T19:55:00ZSPYSell$507.57exit
2024-02-27T20:25:00Z2024-02-27T20:30:00ZSPYBuy$506.75entry
2024-02-27T20:50:00Z2024-02-27T20:55:00ZSPYSell$506.93exit
2024-02-28T15:30:00Z2024-02-28T15:35:00ZSPYBuy$505.94entry
2024-02-28T19:50:00Z2024-02-28T19:55:00ZSPYSell$505.56exit
2024-02-28T19:55:00Z2024-02-28T20:00:00ZSPYBuy$505.85entry
2024-02-28T20:50:00Z2024-02-28T20:55:00ZSPYSell$505.48exit
2024-02-28T20:55:00Z2024-02-29T14:30:00ZSPYBuy$508.06entry
2024-02-29T19:50:00Z2024-02-29T19:55:00ZSPYSell$507.35exit
2024-02-29T20:50:00Z2024-02-29T20:55:00ZSPYBuy$508.89entry
2024-02-29T20:55:00Z2024-03-01T14:30:00ZSPYSell$508.95exit
2024-03-01T15:05:00Z2024-03-01T15:10:00ZSPYBuy$509.69entry
2024-03-01T19:50:00Z2024-03-01T19:55:00ZSPYSell$513.00exit
2024-03-04T15:30:00Z2024-03-04T15:35:00ZSPYBuy$512.66entry
2024-03-04T19:50:00Z2024-03-04T19:55:00ZSPYSell$514.01exit
2024-03-05T15:00:00Z2024-03-05T15:05:00ZSPYBuy$510.46entry
2024-03-05T19:50:00Z2024-03-05T19:55:00ZSPYSell$505.80exit
2024-03-06T16:10:00Z2024-03-06T16:15:00ZSPYBuy$511.01entry
2024-03-06T19:50:00Z2024-03-06T19:55:00ZSPYSell$509.73exit
2024-03-07T15:10:00Z2024-03-07T15:15:00ZSPYBuy$513.69entry
2024-03-07T19:50:00Z2024-03-07T19:55:00ZSPYSell$515.30exit
2024-03-08T15:00:00Z2024-03-08T15:05:00ZSPYBuy$517.93entry
2024-03-08T19:50:00Z2024-03-08T19:55:00ZSPYSell$513.85exit
2024-03-11T16:50:00Z2024-03-11T16:55:00ZSPYBuy$511.11entry
2024-03-11T19:50:00Z2024-03-11T19:55:00ZSPYSell$510.69exit
2024-03-11T19:55:00Z2024-03-12T13:30:00ZSPYBuy$513.45entry
2024-03-12T19:50:00Z2024-03-12T19:55:00ZSPYSell$517.14exit
2024-03-15T14:45:00Z2024-03-15T14:50:00ZSPYBuy$511.59entry
2024-03-15T19:50:00Z2024-03-15T19:55:00ZSPYSell$509.50exit
2024-03-18T14:15:00Z2024-03-18T14:20:00ZSPYBuy$514.88entry
2024-03-18T19:50:00Z2024-03-18T19:55:00ZSPYSell$512.88exit
2024-03-19T14:40:00Z2024-03-19T14:45:00ZSPYBuy$512.31entry
2024-03-19T19:50:00Z2024-03-19T19:55:00ZSPYSell$515.83exit
2024-03-20T14:20:00Z2024-03-20T14:25:00ZSPYBuy$516.13entry
2024-03-20T19:50:00Z2024-03-20T19:55:00ZSPYSell$519.60exit
2024-03-22T17:50:00Z2024-03-22T17:55:00ZSPYBuy$522.45entry
2024-03-22T19:50:00Z2024-03-22T19:55:00ZSPYSell$522.08exit
2024-03-25T14:05:00Z2024-03-25T14:10:00ZSPYBuy$520.42entry
2024-03-25T19:50:00Z2024-03-25T19:55:00ZSPYSell$519.89exit
2024-03-26T14:20:00Z2024-03-26T14:25:00ZSPYBuy$521.42entry
2024-03-26T19:50:00Z2024-03-26T19:55:00ZSPYSell$519.18exit
2024-03-27T19:35:00Z2024-03-27T19:40:00ZSPYBuy$521.98entry
2024-03-27T19:50:00Z2024-03-27T19:55:00ZSPYSell$522.54exit
2024-03-28T15:50:00Z2024-03-28T15:55:00ZSPYBuy$523.58entry
2024-03-28T19:50:00Z2024-03-28T19:55:00ZSPYSell$523.93exit
2024-04-02T19:30:00Z2024-04-02T19:35:00ZSPYBuy$518.66entry
2024-04-02T19:50:00Z2024-04-02T19:55:00ZSPYSell$518.82exit
2024-04-03T14:00:00Z2024-04-03T14:05:00ZSPYBuy$520.00entry
2024-04-03T19:50:00Z2024-04-03T19:55:00ZSPYSell$519.46exit
2024-04-04T16:05:00Z2024-04-04T16:10:00ZSPYBuy$523.77entry
2024-04-04T19:50:00Z2024-04-04T19:55:00ZSPYSell$514.16exit
2024-04-05T14:45:00Z2024-04-05T14:50:00ZSPYBuy$517.00entry
2024-04-05T19:50:00Z2024-04-05T19:55:00ZSPYSell$519.20exit
2024-04-08T14:25:00Z2024-04-08T14:30:00ZSPYBuy$519.52entry
2024-04-08T19:50:00Z2024-04-08T19:55:00ZSPYSell$518.53exit
2024-04-10T14:15:00Z2024-04-10T14:20:00ZSPYBuy$514.86entry
2024-04-10T19:50:00Z2024-04-10T19:55:00ZSPYSell$514.59exit
2024-04-11T17:00:00Z2024-04-11T17:05:00ZSPYBuy$516.13entry
2024-04-11T19:50:00Z2024-04-11T19:55:00ZSPYSell$518.62exit
2024-04-16T15:50:00Z2024-04-16T15:55:00ZSPYBuy$505.29entry
2024-04-16T19:50:00Z2024-04-16T19:55:00ZSPYSell$504.75exit
2024-04-18T14:30:00Z2024-04-18T14:35:00ZSPYBuy$502.45entry
2024-04-18T19:50:00Z2024-04-18T19:55:00ZSPYSell$499.40exit
2024-04-22T16:45:00Z2024-04-22T16:50:00ZSPYBuy$498.09entry
2024-04-22T19:50:00Z2024-04-22T19:55:00ZSPYSell$499.21exit
2024-04-23T14:25:00Z2024-04-23T14:30:00ZSPYBuy$504.33entry
2024-04-23T19:50:00Z2024-04-23T19:55:00ZSPYSell$505.49exit
2024-04-25T14:20:00Z2024-04-25T14:25:00ZSPYBuy$499.50entry
2024-04-25T19:50:00Z2024-04-25T19:55:00ZSPYSell$503.13exit
2024-04-26T14:00:00Z2024-04-26T14:05:00ZSPYBuy$508.57entry
2024-04-26T19:50:00Z2024-04-26T19:55:00ZSPYSell$508.74exit
2024-05-01T18:00:00Z2024-05-01T18:05:00ZSPYBuy$502.01entry
2024-05-01T19:50:00Z2024-05-01T19:55:00ZSPYSell$501.19exit
2024-05-02T18:30:00Z2024-05-02T18:35:00ZSPYBuy$504.81entry
2024-05-02T19:50:00Z2024-05-02T19:55:00ZSPYSell$504.31exit
2024-05-02T19:55:00Z2024-05-03T13:30:00ZSPYBuy$511.18entry
2024-05-03T19:50:00Z2024-05-03T19:55:00ZSPYSell$511.51exit
2024-05-06T14:05:00Z2024-05-06T14:10:00ZSPYBuy$514.48entry
2024-05-06T19:50:00Z2024-05-06T19:55:00ZSPYSell$516.10exit
2024-05-07T14:50:00Z2024-05-07T14:55:00ZSPYBuy$517.95entry
2024-05-07T19:50:00Z2024-05-07T19:55:00ZSPYSell$517.71exit
2024-05-08T14:00:00Z2024-05-08T14:05:00ZSPYBuy$516.52entry
2024-05-08T19:50:00Z2024-05-08T19:55:00ZSPYSell$517.52exit
2024-05-09T14:00:00Z2024-05-09T14:05:00ZSPYBuy$517.95entry
2024-05-09T19:50:00Z2024-05-09T19:55:00ZSPYSell$519.97exit
2024-05-14T14:05:00Z2024-05-14T14:10:00ZSPYBuy$521.87entry
2024-05-14T19:50:00Z2024-05-14T19:55:00ZSPYSell$523.79exit
2024-05-15T14:40:00Z2024-05-15T14:45:00ZSPYBuy$527.17entry
2024-05-15T19:50:00Z2024-05-15T19:55:00ZSPYSell$529.64exit
2024-05-16T14:15:00Z2024-05-16T14:20:00ZSPYBuy$530.59entry
2024-05-16T19:50:00Z2024-05-16T19:55:00ZSPYSell$529.88exit
2024-05-17T14:30:00Z2024-05-17T14:35:00ZSPYBuy$529.26entry
2024-05-17T19:50:00Z2024-05-17T19:55:00ZSPYSell$529.09exit
2024-05-17T19:55:00Z2024-05-20T13:30:00ZSPYBuy$529.58entry
2024-05-20T19:50:00Z2024-05-20T19:55:00ZSPYSell$529.77exit
2024-05-21T14:00:00Z2024-05-21T14:05:00ZSPYBuy$529.86entry
2024-05-21T19:50:00Z2024-05-21T19:55:00ZSPYSell$531.25exit
2024-05-22T14:10:00Z2024-05-22T14:15:00ZSPYBuy$531.15entry
2024-05-22T19:50:00Z2024-05-22T19:55:00ZSPYSell$528.90exit
2024-05-24T14:15:00Z2024-05-24T14:20:00ZSPYBuy$528.20entry
2024-05-24T19:50:00Z2024-05-24T19:55:00ZSPYSell$529.14exit
2024-05-29T14:20:00Z2024-05-29T14:25:00ZSPYBuy$526.68entry
2024-05-29T19:50:00Z2024-05-29T19:55:00ZSPYSell$525.82exit
2024-05-30T17:10:00Z2024-05-30T17:15:00ZSPYBuy$525.01entry
2024-05-30T19:50:00Z2024-05-30T19:55:00ZSPYSell$522.64exit
2024-05-31T19:50:00Z2024-05-31T19:55:00ZSPYBuy$525.79entry
2024-05-31T19:55:00Z2024-06-03T13:30:00ZSPYSell$529.03exit
2024-06-04T14:00:00Z2024-06-04T14:05:00ZSPYBuy$526.99entry
2024-06-04T19:50:00Z2024-06-04T19:55:00ZSPYSell$528.32exit
2024-06-05T14:30:00Z2024-06-05T14:35:00ZSPYBuy$530.90entry
2024-06-05T19:50:00Z2024-06-05T19:55:00ZSPYSell$534.46exit
2024-06-07T14:15:00Z2024-06-07T14:20:00ZSPYBuy$534.62entry
2024-06-07T19:50:00Z2024-06-07T19:55:00ZSPYSell$534.30exit
2024-06-10T14:05:00Z2024-06-10T14:10:00ZSPYBuy$533.56entry
2024-06-10T19:50:00Z2024-06-10T19:55:00ZSPYSell$535.36exit
2024-06-11T14:40:00Z2024-06-11T14:45:00ZSPYBuy$534.27entry
2024-06-11T19:50:00Z2024-06-11T19:55:00ZSPYSell$536.49exit
2024-06-12T14:10:00Z2024-06-12T14:15:00ZSPYBuy$543.15entry
2024-06-12T19:50:00Z2024-06-12T19:55:00ZSPYSell$541.78exit
2024-06-14T16:10:00Z2024-06-14T16:15:00ZSPYBuy$541.65entry
2024-06-14T19:50:00Z2024-06-14T19:55:00ZSPYSell$541.99exit
2024-06-17T14:05:00Z2024-06-17T14:10:00ZSPYBuy$542.55entry
2024-06-17T19:50:00Z2024-06-17T19:55:00ZSPYSell$547.04exit
2024-06-18T17:45:00Z2024-06-18T17:50:00ZSPYBuy$548.50entry
2024-06-18T19:50:00Z2024-06-18T19:55:00ZSPYSell$548.42exit
2024-06-18T19:55:00Z2024-06-20T13:30:00ZSPYBuy$549.42entry
2024-06-20T19:50:00Z2024-06-20T19:55:00ZSPYSell$547.54exit
2024-06-21T14:55:00Z2024-06-21T15:00:00ZSPYBuy$544.80entry
2024-06-21T19:50:00Z2024-06-21T19:55:00ZSPYSell$544.94exit
2024-06-24T14:00:00Z2024-06-24T14:05:00ZSPYBuy$546.18entry
2024-06-24T19:50:00Z2024-06-24T19:55:00ZSPYSell$543.55exit
2024-06-25T14:10:00Z2024-06-25T14:15:00ZSPYBuy$544.10entry
2024-06-25T19:50:00Z2024-06-25T19:55:00ZSPYSell$544.52exit
2024-06-26T14:20:00Z2024-06-26T14:25:00ZSPYBuy$544.67entry
2024-06-26T19:50:00Z2024-06-26T19:55:00ZSPYSell$545.47exit
2024-06-28T14:00:00Z2024-06-28T14:05:00ZSPYBuy$549.49entry
2024-06-28T19:50:00Z2024-06-28T19:55:00ZSPYSell$544.52exit

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Ask the chat to try another ticker, other dates, a stop, or different fees. It runs the same engine on real past prices.

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Risk warning

Past results do not predict future returns. Not investment advice.